Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 5.85% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,712 CHF | 13,474 CHF | 99.68% | 99.68% |
12/07/2024 | 4.61% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,869 CHF | 16,610 CHF | 99.01% | 99.01% |
11/07/2024 | 3.62% | 0.33 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,443 CHF | 19,121 CHF | 99.08% | 99.08% |
10/07/2024 | 3.41% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,615 CHF | 22,362 CHF | 100.00% | 100.00% |
09/07/2024 | 3.47% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,391 CHF | 22,145 CHF | 99.26% | 99.26% |
08/07/2024 | 3.33% | 0.45 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,635 CHF | 22,364 CHF | 100.00% | 100.00% |
05/07/2024 | 2.87% | 0.47 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,036 CHF | 24,737 CHF | 98.98% | 98.98% |
04/07/2024 | 2.57% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,644 CHF | 28,361 CHF | 100.00% | 100.00% |
03/07/2024 | 2.37% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,107 CHF | 29,802 CHF | 100.00% | 100.00% |
02/07/2024 | 2.00% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,225 CHF | 34,918 CHF | 100.00% | 100.00% |